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BHC - Bausch Health Companies
Implied Volatility Analysis

Implied Volatility:
126.3%
Put/Call-Ratio:
0.17

Bausch Health Companies has an Implied Volatility (IV) of 126.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BHC is 36 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for BHC is 1.00 standard deviations away from its 1 year mean.

Market Cap$2.51B
Next Earnings Date11/1/2022 (29d)
Implied Volatility (IV) 30d
126.34
Implied Volatility Rank (IVR) 1y
36.24
Implied Volatility Percentile (IVP) 1y
87.30
Historical Volatility (HV) 30d
71.21
IV / HV
1.77
Open Interest
608.57K
Option Volume
5.56K
Put/Call Ratio (Volume)
0.17

Data was calculated after the 9/30/2022 closing.

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